-27.9%
CDNS vs QSR
+9.0%
-36.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.6% | -2.6% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -16.3% | +5.9% | -22.2% | -17.4% |
| 3M | -27.9% | +10.5% | -38.4% | -27.4% |
| All | -27.9% | +9.0% | -36.9% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling